SPX5.L vs. CHRW
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPX5.L) and C.H. Robinson Worldwide, Inc. (CHRW).
SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPX5.L or CHRW.
Key characteristics
| SPX5.L | CHRW | |
|---|---|---|
| YTD Return | 20.07% | 30.83% |
| 1Y Return | 26.07% | 32.09% |
| 3Y Return (Ann) | 12.65% | 8.02% |
| 5Y Return (Ann) | 15.42% | 7.64% |
| 10Y Return (Ann) | 15.91% | 7.53% |
| Sharpe Ratio | 2.37 | 1.05 |
| Sortino Ratio | 3.27 | 1.73 |
| Omega Ratio | 1.44 | 1.25 |
| Calmar Ratio | 4.15 | 0.81 |
| Martin Ratio | 15.79 | 3.56 |
| Ulcer Index | 1.68% | 9.22% |
| Daily Std Dev | 11.15% | 31.17% |
| Max Drawdown | -41.23% | -44.55% |
| Current Drawdown | -0.01% | -1.85% |
Correlation
The correlation between SPX5.L and CHRW is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SPX5.L vs. CHRW - Performance Comparison
In the year-to-date period, SPX5.L achieves a 20.07% return, which is significantly lower than CHRW's 30.83% return. Over the past 10 years, SPX5.L has outperformed CHRW with an annualized return of 15.91%, while CHRW has yielded a comparatively lower 7.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SPX5.L vs. CHRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.L) and C.H. Robinson Worldwide, Inc. (CHRW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SPX5.L vs. CHRW - Dividend Comparison
SPX5.L's dividend yield for the trailing twelve months is around 82.22%, more than CHRW's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 82.22% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
CHRW C.H. Robinson Worldwide, Inc. | 2.21% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
Drawdowns
SPX5.L vs. CHRW - Drawdown Comparison
The maximum SPX5.L drawdown since its inception was -41.23%, smaller than the maximum CHRW drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for SPX5.L and CHRW. For additional features, visit the drawdowns tool.
Volatility
SPX5.L vs. CHRW - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 2.19%, while C.H. Robinson Worldwide, Inc. (CHRW) has a volatility of 6.00%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky than CHRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.